PSEP Options History — March 2024 In March 2024, PSEP traded between $35.92 and $36.54. ATM implied volatility averaged 28.7%, placing in the 28.9% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 23.5% (HV 20d: 5.1%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2024-03-13 : Largest IV drop — 65.6% change2024-03-12 : Highest IV Rank — 70.4%2024-03-01 : Largest Expected Move — 8.1%Monthly Statistics Metric Avg Min Max Open Close Price $36.25 $35.92 $36.54 $36.14 $36.54 ATM IV 28.7% 20.1% 59.0% 28.3% 24.2% Expected Move 6.1% 5.0% 8.1% 8.1% 6.9% HV 20d 5.1% 4.0% 6.2% 5.8% 4.0% HV 60d 5.5% 5.2% 5.6% 5.4% 5.2% IV Rank 28.9% 14.3% 70.4% 26.2% 28.4% IV Percentile 68.2% 37.3% 98.4% 81.7% 64.3% Term Structure -4.9% -10.7% -2.1% -10.7% -5.2% Skew 25d 2.7% 0.2% 9.6% 0.5% 9.6% Skew 10d 4.3% 1.8% 10.7% 1.8% 4.5% Call IV 25d 16.2% 13.5% 22.4% 22.4% 19.3% Put IV 25d 18.9% 14.1% 28.9% 22.9% 28.9% Bid-Ask Spread % 180.19 161.95 182.37 161.95 181.69 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (20 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-03-01 $36.14 $0.00 28.3% 8.1% 5.8% 26.2% 0.0% 0.5% -10.7% 0 0 0 0.00 161.95 N/A N/A 0 0 0 0 2024-03-04 $36.14 $0.00 32.0% 5.2% 5.5% 31.5% 0.0% 0.3% -3.6% 0 0 0 0.00 181.74 N/A N/A 0 0 0 0 2024-03-05 $35.92 $0.00 31.1% 5.0% 6.0% 30.1% 0.0% 0.7% -2.1% 0 0 0 0.00 180.76 N/A N/A 0 0 0 0 2024-03-06 $36.05 $0.00 32.2% 5.3% 6.1% 31.7% 0.0% 0.5% -3.9% 0 0 0 0.00 180.18 N/A N/A 0 0 0 0 2024-03-07 $36.18 $0.00 36.3% 5.3% 6.0% 37.7% 0.0% 0.9% -3.5% 0 0 0 0.00 181.68 N/A N/A 0 0 0 0 2024-03-08 $36.12 $0.00 37.7% 5.4% 6.0% 39.6% 0.0% 0.5% -4.1% 0 0 0 0.00 180.03 N/A N/A 0 0 0 0 2024-03-11 $36.09 $0.00 48.0% 5.6% 6.0% 54.6% 0.0% 1.0% -4.5% 0 0 0 0.00 180.86 N/A N/A 0 0 0 0 2024-03-12 $36.25 $0.00 59.0% 5.7% 6.2% 70.4% 0.0% 0.4% -4.2% 0 0 0 0.00 180.32 N/A N/A 0 0 0 0 2024-03-13 $36.23 $0.00 20.3% 5.8% 5.3% 14.6% 0.0% 0.4% -5.6% 0 0 0 0.00 181.25 N/A N/A 0 0 0 0 2024-03-14 $36.16 $0.00 20.1% 5.8% 5.2% 14.3% 0.0% 0.4% -3.9% 0 0 0 0.00 179.51 N/A N/A 0 0 0 0 2024-03-15 $36.12 $0.00 20.1% 5.8% 5.1% 16.0% 0.0% 0.5% -3.5% 0 0 0 0.00 180.38 N/A N/A 0 0 0 0 2024-03-18 $36.23 $0.00 21.6% 6.2% 5.2% 18.3% 0.0% 0.4% -4.2% 0 0 0 0.00 181.75 N/A N/A 0 0 0 0 2024-03-19 $36.26 $0.00 21.6% 6.2% 5.0% 18.3% 0.0% 0.4% -4.2% 0 0 0 0.00 180.94 N/A N/A 0 0 0 0 2024-03-20 $36.39 $0.00 21.9% 6.3% 5.1% 18.8% 0.0% 0.7% -4.4% 0 0 0 0.00 181.43 N/A N/A 0 0 0 0 2024-03-21 $36.44 $0.00 22.8% 6.5% 4.0% 20.3% 0.0% 0.2% -5.1% 0 0 0 0.00 181.88 N/A N/A 0 0 0 0 2024-03-22 $36.45 $0.00 22.9% 6.6% 4.0% 20.4% 0.0% 9.1% -5.1% 0 0 0 0.00 181.68 N/A N/A 0 0 0 0 2024-03-25 $36.42 $0.00 24.3% 7.0% 4.0% 28.6% 0.0% 8.9% -7.0% 0 0 0 0.00 182.37 N/A N/A 0 0 0 0 2024-03-26 $36.44 $0.00 24.1% 6.9% 4.0% 28.2% 0.0% 9.1% -6.2% 0 0 0 0.00 181.81 N/A N/A 0 0 0 0 2024-03-27 $36.48 $0.00 24.9% 7.1% 4.0% 29.9% 0.0% 9.3% -6.7% 0 0 0 0.00 181.67 N/A N/A 0 0 0 0 2024-03-28 $36.54 $0.00 24.2% 6.9% 4.0% 28.4% 0.0% 9.6% -5.2% 0 0 0 0.00 181.69 N/A N/A 0 0 0 0
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